st: Re: test of the equality of coefficients in two models

Hi, Sascha,
OK, take the stata example from the link as an example, if what I want to
replicate using the stacking process is:
est clear
sysuse nlsw88, clear
reg wage hours if south
est sto south
reg wage hours if smsa
est sto smsa
suest south smsa, cluster(hours)
How to realize clustering on "hours" in the stacking process? just use "reg
wage hours? n, cl(hours)" ? But I think we also need to cluster on "idcode"
to make the stacking process equivalent to the -suest- command. So what
should I do to use the stacking process to get the outcome of "suest south
smsa, cluster(hours)"?
Many thanks,
Sharon
Re: test of the equality of coefficients in two models
Aug 17, 2010; 04:07am — by Sascha Heller
Maybe I don't understand your question exactly, but for the STATA
example (given in the link), it work's fine when clustering for any
other variable (hours etc.) and the SEs change.
Does that answer your question? If not, please give further info.
Sascha
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